Reassessment of volatility transmission among South Asian equity markets
Year of publication: |
2021
|
---|---|
Authors: | Aziz, Tariq ; Marwat, Jahanzeb ; Mustafa, Sheraz ; Kumar, Vikesh ; Al-Haddad, Lara |
Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4645, ZDB-ID 2929132-X. - Vol. 8.2021, 1, p. 587-597
|
Subject: | Volatility Spillover | Volatility Persistence | GARCH | EGARCH | Volatilität | Volatility | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Südasien | South Asia | Börsenkurs | Share price | Aktienmarkt | Stock market |
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